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  • Acta Universitatis Lodziensis. Folia Oeconomica nr 269/2012
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  • Acta Universitatis Lodziensis. Folia Oeconomica nr 269/2012
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On Testing the Significance of the Coefficients in the Multiple Regression Analysis

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Date
2012
Author
Kończak, Grzegorz
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Abstract
The multiple regression analysis is a statistical tool for the investigation relationships between the dependent and independent variables. There are some procedures for selecting a subset of given predictors. These procedures are widely available in statistical computer packages. The most often used are forward selection, backward selection and stepwise selection. In these procedures testing the significance of parameters is used. If some assumptions such as normality errors are not fulfilled, the results of testing significance of the parameters may not be trustworthy. The main goal of this paper is to present a permutation test for testing the significance of the coefficients in the regression analysis. Permutation tests can be used even if the normality assumption is not fulfilled. The properties of this test were analyzed in the Monte Carlo study.
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http://hdl.handle.net/11089/1884
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  • Acta Universitatis Lodziensis. Folia Oeconomica nr 269/2012 [23]

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